+24,338.5%
ORCL vs HD
+34,877.5%
-10,539.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.4% | -6.2% |
| 7D | -17.5% | +6.4% | -23.9% | -20.1% |
| 30D | -20.2% | +22.1% | -42.2% | -27.7% |
| 3M | -19.9% | -0.2% | -19.8% | -20.7% |
| 6M | -37.4% | +12.6% | -50.0% | -41.8% |
| YTD | -40.1% | +3.9% | -44.0% | -42.6% |
| 1Y | -53.4% | -3.7% | -49.6% | -54.0% |
| 3Y | +10.4% | +27.9% | -17.4% | -6.4% |
| 5Y | +29.8% | +7.8% | +21.9% | +16.9% |
| 10Y | +249.2% | +269.4% | -20.1% | +71.3% |
| All | +24,338.5% | +34,877.5% | -10,539.0% | +745.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling